Comparison of the Bayesian and Maximum Likelihood Estimation of Rayleigh Distribution for Right Censored Survival Data Type II

Abstract

In this paper, we used maximum likelihood and Bayes method to estimate parameter of Rayleigh distribution for right censored survival data type II to know the best method. The prior knowledge which used in Bayes method is Invers Gamma prior. Maximum likelihood and Bayes method under Square Error Loss Function will be compared. We compare these methods by Mean Squared Error (MSE) value using R program. After that, the result will be displayed in tables to facilitate the comparisons.